1) martingale analysis
鞅分析
1.
Then by the method of martingale analysis,we get Lundberg inequality and general formula of the rin probability in this new model.
本文将双复合Poisson风险模型推广到资金利率和通货膨胀率下带干扰的新模型,运用鞅分析方法获得了其破产概率所满足的Lundberg不等式及其一般表达式。
2.
In this paper, we apply the method of martingale analysis to optimal investment and consumption strategies, and some related consequences are acquired.
鞅论是随机过程的一个前沿理论,鞅分析方法已成为一种强有力的工具,正向其他一些数学分支渗透与交叉,并与其相结合逐渐形成一些新的研究分支。
2) analytic martingale
解析鞅
1.
In this paper, we give a characterization of type and cotype of complex Banach space by using inequlities and convergence of analytic martingales with values in the Banach space.
应用解析鞅的不等式及其收敛性给出了Ｂａｎａｃｈ空间的型和余型的刻划。
3) martingale decomposition
鞅分解
1.
The martingale decomposition for set-valued pramart;
集值Pramart的鞅分解
2.
The main tool used here is the martingale decomposition which is firstly deduced by Lyons-Meyer-Zheng for symmetric Markov processes and then developed by Liming Wu for general stationary ergodic Markov processes.
利用Lyons Meyer Zheng对称马尔可夫过程的鞅分解,建立了泛函型中心极限定理。
4) seprable martingale
可分鞅
5) Quisimartingale decomposition
拟鞅分解
6) Martingale Difference
鞅差分
1.
Martingale Difference Test for Weak Efficiency of RMB FX Market;
人民币外汇市场弱式有效性的鞅差分检验
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条